+1,202.3%
LIN vs LYV
+1,449.5%
-247.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.5% |
| 7D | -3.5% | -3.8% | +0.4% | -2.6% |
| 30D | -4.1% | -5.7% | +1.6% | -2.9% |
| 3M | -6.4% | +6.9% | -13.2% | -7.8% |
| 6M | -2.4% | +9.2% | -11.6% | -4.8% |
| YTD | +10.9% | +19.6% | -8.7% | +5.9% |
| 1Y | 0.0% | +0.6% | -0.6% | -1.1% |
| 3Y | +25.8% | +110.6% | -84.8% | +4.1% |
| 5Y | +60.8% | +96.6% | -35.8% | +31.1% |
| 10Y | +358.4% | +546.4% | -188.0% | +169.6% |
| All | +1,202.3% | +1,449.5% | -247.2% | +492.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling